+64.9%
HDB vs SAN
+275.0%
-210.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +6.9% | +3.4% | +3.5% | +5.7% |
| 30D | +15.2% | -6.3% | +21.5% | +17.5% |
| 3M | +11.7% | -14.1% | +25.8% | +17.2% |
| 6M | +7.5% | +4.2% | +3.4% | +5.4% |
| YTD | -28.8% | +9.0% | -37.8% | -31.7% |
| 1Y | -29.1% | +18.8% | -47.9% | -34.0% |
| 3Y | -7.0% | +252.0% | -259.0% | -42.7% |
| 5Y | -22.1% | +299.5% | -321.5% | -55.6% |
| 10Y | +64.9% | +276.7% | -211.8% | -16.9% |
| All | +64.9% | +275.0% | -210.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling